Two point priors and Γ-minimax estimating in families of uniform distributions

DOI10.1007/BF02924510zbMath0637.62010OpenAlexW1976150099MaRDI QIDQ3777224

Jürgen Eichenauer-Herrmann, Lanxiang Chen

Publication date: 1988

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02924510

zbMATH Keywords

squared error lossuniform distributionsgamma minimax estimatortwo point priorleast favourable

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

Related Items (5)

Exact credibility reference Bayesian premiums ⋮ Minimax estimation under convex loss when the parameter interval is bounded ⋮ Minimax estimators and \(\Gamma\)-minimax estimators for a bounded normal mean under the loss \(l_ p(\theta{},d)=|{}\theta{}-d|{}^ p\) ⋮ Minimax estimators for a bounded location parameter ⋮ Minimax and \(\Gamma\)-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Estimating a bounded normal mean
• Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ
• Uniform Approximation of Minimax Point Estimates
• On the „bayesification“ of the minimax principle
• Minimax Solution of Statistical Decision Problems by Iteration
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